Anic Equity¶

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Total return since start: 0.57 %¶

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Equity now: -----------------------------> 47948.67 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46553.77 Kr¶

PnL: ---------------------------------------> -334.8 Kr¶

DD now: ---------------------------------> -1.401 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-18 16:39:25.819966'

Anic Portfolio¶

Today¶

Return: 0.497 %¶

This Week¶

Return: 0.874 %¶

Total¶

Return: 56.972 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.710000 2821.000000 185.000000 7.020000 2636.000010
Beijer Electronics Group 26 0.840000 3130.400000 159.400000 5.370000 2971.000006
Samhällsbyggnadsbo. i Norden B 20 -0.460000 432.000000 77.000000 21.690000 355.000000
Corem Property Group B 59 -1.340000 653.720000 76.720000 13.300000 576.999999
Boozt 12 0.980000 1723.200000 69.200000 4.180000 1653.999996
HMS Networks 2 0.060000 720.000000 47.000000 6.980000 673.000000
OEM International B 7 1.760000 565.600000 37.600000 7.120000 527.999997
Intrum 4 1.720000 555.600000 28.600000 5.430000 527.000000
Norva24 Group 16 5.080000 569.600000 26.600000 4.900000 543.000000
Eastnine 4 2.060000 516.000000 25.000000 5.090000 491.000000
FM Mattsson Mora Group B 50 -0.670000 2950.000000 23.000000 0.790000 2927.000000
Coor Service Management Hold. 8 1.460000 554.800000 22.800000 4.290000 532.000000
SAAB B 8 0.090000 3397.600000 20.600000 0.610000 3377.000000
MedCap 2 -0.910000 436.000000 15.000000 3.560000 421.000000
Samhällsbyggnadsbo. i Norden D 12 0.180000 260.160000 14.160000 5.760000 246.000000
Fastighetsbolag. Emilshus Pref 21 -1.090000 571.200000 9.200000 1.640000 562.000005
AcadeMedia 12 0.940000 565.920000 8.920000 1.600000 557.000004
Resurs Holding 22 0.490000 581.460000 7.460000 1.300000 573.999998
Securitas B 6 1.010000 575.160000 5.160000 0.910000 570.000000
CTEK 13 2.910000 538.070000 4.070000 0.760000 533.999999
Karnov Group 9 -1.480000 540.000000 4.000000 0.750000 536.000004
Swedbank A 3 1.180000 565.650000 1.650000 0.290000 564.000000
Creaspac SPAC 6 0.000000 578.400000 1.400000 0.240000 577.000002
Essity B 2 -1.590000 570.800000 -3.200000 -0.560000 574.000000
Handelsbanken A 5 -0.320000 542.250000 -3.750000 -0.690000 546.000000
Essity A 4 -2.060000 1142.000000 -7.000000 -0.610000 1149.000000
Midsona B 63 -1.300000 575.820000 -7.180000 -1.230000 582.999984
Nordea Bank Abp 29 -0.300000 3438.820000 -15.180000 -0.440000 3453.999992
International Petroleum Corp. 5 2.490000 556.500000 -38.070000 -6.400000 594.565215
Vivesto 1368 1.910000 569.640000 -43.360000 -7.070000 612.999432
Sampo Oyj SDB 7 -1.020000 3741.500000 -108.500000 -2.820000 3850.000000
Axfood 13 1.300000 3634.800000 -121.200000 -3.230000 3756.000001
OX2 18 0.650000 1523.700000 -140.300000 -8.430000 1663.999992
Ovzon 52 3.010000 3026.400000 -335.600000 -9.980000 3361.999992
Fasadgruppen Group 35 -0.810000 3430.000000 -381.000000 -10.000000 3810.999990
TOTAL 46553.770000 -334.800000 -1.40083% 46888.564618

Updated:¶

'2023-01-18 16:39:38.546781'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶